+4.3%
IJR vs ALLE
+43.6%
-39.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +3.5% | +27.4% | -23.8% | -1.4% |
| 3M | -3.8% | +13.8% | -17.6% | -6.3% |
| 6M | +4.3% | +45.5% | -41.2% | -4.6% |
| All | +4.3% | +43.6% | -39.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling